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HQIYX vs. SPYV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HQIYX vs. SPYV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hartford Equity Income Fund (HQIYX) and SPDR Portfolio S&P 500 Value ETF (SPYV). The values are adjusted to include any dividend payments, if applicable.

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HQIYX vs. SPYV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HQIYX
The Hartford Equity Income Fund
-0.63%15.24%10.03%7.33%-0.30%25.50%4.63%35.06%-7.81%17.93%
SPYV
SPDR Portfolio S&P 500 Value ETF
-0.03%13.18%12.24%22.20%-5.28%24.91%1.38%31.70%-9.01%15.40%

Returns By Period

In the year-to-date period, HQIYX achieves a -0.63% return, which is significantly lower than SPYV's -0.03% return. Both investments have delivered pretty close results over the past 10 years, with HQIYX having a 11.28% annualized return and SPYV not far ahead at 11.40%.


HQIYX

1D
0.25%
1M
-6.82%
YTD
-0.63%
6M
2.95%
1Y
9.95%
3Y*
11.18%
5Y*
9.17%
10Y*
11.28%

SPYV

1D
1.69%
1M
-4.55%
YTD
-0.03%
6M
3.21%
1Y
12.90%
3Y*
13.84%
5Y*
10.46%
10Y*
11.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HQIYX vs. SPYV - Expense Ratio Comparison

HQIYX has a 0.74% expense ratio, which is higher than SPYV's 0.04% expense ratio.


Return for Risk

HQIYX vs. SPYV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HQIYX
HQIYX Risk / Return Rank: 3636
Overall Rank
HQIYX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
HQIYX Sortino Ratio Rank: 3434
Sortino Ratio Rank
HQIYX Omega Ratio Rank: 3434
Omega Ratio Rank
HQIYX Calmar Ratio Rank: 3636
Calmar Ratio Rank
HQIYX Martin Ratio Rank: 4040
Martin Ratio Rank

SPYV
SPYV Risk / Return Rank: 5353
Overall Rank
SPYV Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SPYV Sortino Ratio Rank: 5050
Sortino Ratio Rank
SPYV Omega Ratio Rank: 5454
Omega Ratio Rank
SPYV Calmar Ratio Rank: 5050
Calmar Ratio Rank
SPYV Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HQIYX vs. SPYV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Equity Income Fund (HQIYX) and SPDR Portfolio S&P 500 Value ETF (SPYV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


HQIYXSPYVDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.83

-0.07

Sortino ratio

Return per unit of downside risk

1.15

1.25

-0.11

Omega ratio

Gain probability vs. loss probability

1.16

1.19

-0.02

Calmar ratio

Return relative to maximum drawdown

0.96

1.15

-0.19

Martin ratio

Return relative to average drawdown

4.19

5.45

-1.27

HQIYX vs. SPYV - Sharpe Ratio Comparison

The current HQIYX Sharpe Ratio is 0.77, which is comparable to the SPYV Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of HQIYX and SPYV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HQIYXSPYVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.83

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.73

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.67

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.41

+0.16

Correlation

The correlation between HQIYX and SPYV is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HQIYX vs. SPYV - Dividend Comparison

HQIYX's dividend yield for the trailing twelve months is around 13.26%, more than SPYV's 1.82% yield.


TTM20252024202320222021202020192018201720162015
HQIYX
The Hartford Equity Income Fund
13.26%13.10%10.43%7.69%12.84%8.91%2.91%14.68%10.87%6.98%5.29%10.62%
SPYV
SPDR Portfolio S&P 500 Value ETF
1.82%1.77%2.29%1.75%2.22%2.10%2.38%2.25%2.97%2.77%2.39%2.53%

Drawdowns

HQIYX vs. SPYV - Drawdown Comparison

The maximum HQIYX drawdown since its inception was -50.48%, smaller than the maximum SPYV drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for HQIYX and SPYV.


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Drawdown Indicators


HQIYXSPYVDifference

Max Drawdown

Largest peak-to-trough decline

-50.48%

-58.45%

+7.97%

Max Drawdown (1Y)

Largest decline over 1 year

-10.49%

-12.03%

+1.54%

Max Drawdown (5Y)

Largest decline over 5 years

-13.94%

-17.89%

+3.95%

Max Drawdown (10Y)

Largest decline over 10 years

-34.99%

-36.89%

+1.90%

Current Drawdown

Current decline from peak

-6.91%

-4.55%

-2.36%

Average Drawdown

Average peak-to-trough decline

-5.32%

-8.77%

+3.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

2.54%

-0.14%

Volatility

HQIYX vs. SPYV - Volatility Comparison

The current volatility for The Hartford Equity Income Fund (HQIYX) is 3.18%, while SPDR Portfolio S&P 500 Value ETF (SPYV) has a volatility of 3.84%. This indicates that HQIYX experiences smaller price fluctuations and is considered to be less risky than SPYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HQIYXSPYVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

3.84%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

7.76%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

14.32%

15.54%

-1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.57%

14.44%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.21%

16.96%

-0.75%